+143.3%
DELL vs EFV
+25.8%
+117.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.1% | -12.0% | -12.2% |
| 7D | -24.6% | +2.9% | -27.5% | -27.2% |
| 30D | -32.5% | +3.6% | -36.1% | -35.3% |
| 3M | -20.2% | -0.1% | -20.1% | -19.7% |
| 6M | +76.5% | +9.6% | +66.9% | +62.3% |
| YTD | +198.9% | +17.0% | +181.9% | +141.5% |
| 1Y | +143.3% | +25.7% | +117.7% | +72.7% |
| All | +143.3% | +25.8% | +117.5% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EFV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling